Constanta Maritime University

ADVANCED MATHEMATICS

Coordinator: Prof. univ. dr. Eliodor Constantinescu

Student: Ing. Maria-Ruxandra Tudorasș cu
Year: AEOGOI, 61

CONSTANTA
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2019
1.4 Exact ODEs. Integrating Factors

We recall from calculus that if a function has continuous partial derivatives, its differential (also
called its total differential) is

From this it follows that if ( )=c=const, then =0.

For example, if , then

or

an ODE that we can solve by going backward. This idea leads to a powerful solution method as
follows.

A first-order ODE if , written as ( use as in Sec 1.3 )

(1)

is called an exact differential equation if the differential form is exact, that is, this form is the
differential

(2)

of some function . Then (1) can be written

By integration we immediately obtain the general solution of (1) in the form

(3)

This is called an implicit solution, in contrast to a solution as defined in Sec 1.1, which
is also called an explicit solution, for distinction. Sometimes an implicit solution can be converted
to explicit form. (Do this for If this is not possible, your CAS may graph a figure of

the contour lines (3) of the function and help you in understanding the solution.

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Comparing (1) and (2), we see that (1) is an exact differential equation if there is some function

such that

(4) a. b.

From this we can derive a formula for checking whether (1) is exact or not, as follows.
Let M and N be continuous and have continuous first partial derivatives in a region in the xy-
plane whose boundary is a closed curve without self-intersections. Then by partial
differentiation of (4) (see App. 3.2 for notation),

(5)

This condition is not only necessary but also sufficient for (1) to be an exact differential
equation. (We shall prove this in Sec. 10.2 in another context. Some calculus books, for instance,
[GenRef 12], also contain a proof.)
If (1) is exact, the function can be found by inspection or in the following systematic way.
From (4a) we have by integration with respect to x
(6)

in this integration, y is to be regarded as a constant, and plays the role of a “constant” of

integration. To determine , we derive from (6), use (4b) to get , and integrate

to get k. (See Example 1, below.)

Formula (6) was obtained from (4a). Instead of (4a) we may equally well use (4b).
Then, instead of (6), we first have by integration with respect to y

(6*)

To determine , we derive from (6*), use (4a) to get , and integrate. We illustrate

all this by the following typical examples.

EXAMPLE1
An Exact ODE
Solve

(7)

Solution:

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 Step 1. Test for exactness. Our equation is of the form (1) with

Thus

From this and (5) we see that (7) is exact.

 Step 2. Implicit general solution. From (6) we obtain by integration

(8)

To find , we differentiate this formula with respect to y and use formula (4b), obtaining

Hence . By integration, . Inserting this result into (8) and

observing (3),we obtain the answer

 Step 3. Checking an implicit solution. We can check by differentiating the implicit

solution implicitly and see whether this leads to the given ODE (7):

(9)

This completes the check.

EXAMPLE2
An Initial Value Problem
Solve the initial value problem

(10)

Solution. You may verify that the given ODE is exact. We find u. For a change, let us use (6*),

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From this, . Hence . By integration,

*.

This gives the general solution . From the initial condition,

Hence the answer is Figure 17 shows the particular solutions for

(thicker curve), 1, 2, 3. Check that the answer satisfies the ODE. (Proceed as in
Example 1.) Also check that the initial condition is satisfied.

Fig. 17. Particular solutions in Example 2

EXAMPLE3
WARNING! - Breakdown in the Case of Nonexactness

The equation is not exact because and so that in (5),

but

Let us show that in such a case the present method does not work. From (6),

hence .

Now, should equal by (4b). However, this is impossible because can depend
only on y . Try (6*); it will also fail. Solve the equation by another method that we have
discussed.

Reduction to Exact Form. Integrating Factors

The ODE in Example 3 is It is not exact. However, if we multiply it by , we
get an exact equation [check exactness by (5)!],

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(11)

Integration of (11) then gives the general solution

This example gives the idea. All we did was to multiply a given nonexact equation, say,

(12)

by a function F that, in general, will be a function of both x and y. The result was an equation

(13)

that is exact, so we can solve it as just discussed. Such a function is then called an
integrating factor of (12).

EXAMPLE4
Integrating Factor
The integrating factor in (11) is Hence in this case the exact equation (13) is

Solution .

These are straight lines through the origin. (Note that is also a solution of

))

It is remarkable that we can readily find other integrating factors for the equation

, namely, , because

(14) , , .

How to Find Integrating Factors

In simpler cases we may find integrating factors by inspection or perhaps after some trials,
keeping (14) in mind. In the general case, the idea is the following.

For the exactness condition (5) is . Hence for (13),

the exactness condition is

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(15) .

By the product rule, with subscripts denoting partial derivatives, this gives
.

In the general case, this would be complicated and useless. So we follow the Golden Rule:
If you cannot solve your problem, try to solve a simpler one—the result may be useful (and may
also help you later on). Hence we look for an integrating factor depending only on one variable:
fortunately, in many practical cases, there are such factors, as we shall
see. Thus, let Then , and , so that (15) becomes

Dividing by FQ and reshuffling terms, we have

(16) , where .

This proves the following theorem.

THEOREM1
Integrating Factor F (x)
If (12) is such that the right side R of (16) depends only on x, then (12) has an integrating
factor , which is obtained by integrating (16) and taking exponents on both sides.

(17) .

Similarly, if , then instead of (16) we get

(18) , where

and we have the companion

THEOREM2
Integrating Factor F* (y)
If (12) is such that the right side R* of (18) depends only on y, then (12) has an
integrating factor , which is obtained from (18) in the form

(19) .

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EXAMPLE4
Application of Theorems 1 and 2. Initial Value Problem
Using Theorem 1 or 2, find an integrating factor and solve the initial value problem

(20)

Solution.

 Step 1. Nonexactness. The exactness check fails:

but

 Step 2. Integrating factor. General solution. Theorem 1 fails because R [the right side
of (16)] depends on both x and y.

Try Theorem 2. The right side of (18) is

Hence (19) gives the integrating factor From this result and (20) you get the exact
equation

( .

Test for exactness; you will get 1 on both sides of the exactness condition. By integration, using
(4a),

Differentiate this with respect to y and use (4b) to get

Hence the general solution is

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 Step 3. Particular solution. The initial condition , gives

. Hence the answer is .

Figure 18 shows several particular solutions obtained as level curves of ,

obtained by a CAS, a convenient way in cases in which it is impossible or difficult to cast
a solution into explicit form. Note the curve that (nearly) satisfies the initial condition.

 Step 4. Checking. Check by substitution that the answer satisfies the given equation as
well as the initial condition.

Fig.18. particular solutions in Example 5

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Reference: E. KREYSZIG, H. KREYSZIG, E. J. NORMINTON– “ADVANCED ENGINEERING

MATHEMATICS”(JOHN WILEY & SONS, INC. , pgs. 20-26)

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